Bayesian prediction in doubly stochastic Poisson process

DOI10.1007/S00184-014-0484-XzbMATH Open1305.62121OpenAlexW2067282817WikidataQ59398921 ScholiaQ59398921MaRDI QIDQ479503FDOQ479503

Authors: Alicja Jokiel-Rokita, Daniel Lazar, Ryszard Magiera 

Publication date: 5 December 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-014-0484-x

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zbMATH Keywords

doubly stochastic Poisson processrandom measureBayes predictionprecautionary loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Statistical models based on counting processes
• Principles of Statistical Inference
• Ferguson distributions via Polya urn schemes
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• Doubly stochastic Poisson processes
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• Non-life insurance mathematics. An introduction with the Poisson process
• Poisson processes revisited
• Bayesian prediction with an asymmetric criterion in a nonparametric model of insurance risk

Cited In (4)

• Conditional Γ-minimax prediction with a precautionary loss function in a marked point process model
• Forecasting a class of doubly stochastic Poisson processes
• Empirical Bayes prediction for a compound Poisson-multinomial process
• Predicting a cyclic Poisson process

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